This post is based on this one of il-masacratore:Time: Dimension structure and loading script for SQLServer. 

As il-masacratore says usually there are a number of dimensions that are common to all DW. The Time dimension is one of them. 

In a Data Warehouse there are a number of common dimensions such as Geographic and Time. 

I leave here a script to create the Time Dimension table and a procedure to loading it between two dates:

/ * Destination database * /

use PAnalisys